Spdr Glxy Hedged Digi AST ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.55% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1729 | 4.00 | |
| 0.0830 | 9.85 | |
| 0.9048 | 91.76 |
Estimation Period:
Sep 10, 2024 to Feb 6, 2026
Sep 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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